+95.8%
LYV vs HTZ
-89.5%
+185.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -2.4% |
| 7D | -4.5% | +7.5% | -12.0% | -5.2% |
| 30D | -5.5% | +47.4% | -52.9% | -10.0% |
| 3M | +7.8% | -54.9% | +62.7% | +14.0% |
| 6M | +9.4% | -47.0% | +56.4% | +12.6% |
| YTD | +21.8% | -55.3% | +77.0% | +27.3% |
| 1Y | +6.5% | -57.6% | +64.1% | +10.3% |
| 3Y | +106.4% | -86.6% | +193.0% | +154.8% |
| 5Y | +101.6% | -86.1% | +187.7% | +149.2% |
| All | +95.8% | -89.5% | +185.4% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling